-99.2%
AMC vs DGX
+91.7%
-190.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.5% |
| 7D | +8.4% | +1.9% | +6.5% | +7.6% |
| 30D | +9.2% | +12.7% | -3.5% | +3.6% |
| 3M | +32.0% | +9.6% | +22.4% | +26.9% |
| 6M | +149.3% | +37.6% | +111.7% | +114.3% |
| YTD | +114.1% | +52.1% | +62.0% | +71.5% |
| 1Y | +35.8% | +41.3% | -5.5% | +13.6% |
| 3Y | -58.3% | +106.9% | -165.2% | -74.8% |
| 5Y | -99.2% | +90.7% | -189.8% | -99.5% |
| All | -99.2% | +91.7% | -190.9% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DGX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling